{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-02","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/UST","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/UST.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/UST.json?date=2026-10-02","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"UST","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":37.810001373291016,"previous_close":38.040000915527344,"delta_neutral":21.782993517201287,"gamma_neutral":37.810001373291016,"gamma_max":38.42442381118609,"total_open_interest":585,"previous_open_interest":585,"listed_contracts":28,"listed_calls":24,"listed_puts":4,"gamma_max_distance_pct":1.6250262247520055,"delta_neutral_distance_pct":-42.388276313079444,"gamma_neutral_distance_pct":0,"open_interest_change_1d_pct":0,"call_open_interest":580,"put_open_interest":5,"put_call_open_interest_ratio":0.008620689655172414,"nearest_expiration_max_pain":32,"nearest_expiration_max_pain_expiry":"2026-10-16","nearest_expiration_max_pain_distance_pct":-15.366308284228737,"all_expiration_max_pain":31,"net_gamma_exposure":136662.938491843,"net_gamma_exposure_per_100k_open_interest":23361186.06698171,"gamma_exposure_flip":null,"gamma_exposure_flip_distance_pct":null,"call_wall":41,"call_wall_distance_pct":8.436917510831934,"put_wall":39,"put_wall_distance_pct":3.14731177859623,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":3976},"history_summary":null,"advanced_options":{"data_through":"2026-10-02","analysis_coverage":0.8333,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"symbol":"UST","price":37.81,"totalOi":585,"analysisCoverage":0.8333,"avgIvPct":18.6,"ivRank":16.2,"iv52wHighPct":49.12,"iv52wLowPct":12.7,"frontDte":14,"frontAtmIvPct":16.6967,"backAtmIvPct":24.3725,"termPremiumPp":-7.6758,"expectedMoveFrontPct":3.27,"straddleFrontPct":null,"straddle30dPct":null,"riskReversalFrontPp":null,"riskReversal30dPp":null,"butterflyFrontPp":1.45,"butterfly30dPp":1.45,"putCallOiRatio":0.009,"putCallOiFrontRatio":0.074,"putCallVolumeFrontRatio":0,"optionVolume":1,"volumeOiRatio":0.001709,"netDeltaNormalized":0.594226,"dealerDeltaNormalized":-0.584068,"gexPer100kOi":9977558.974359,"vannaPer100kOi":0,"charmPer100kOi":0,"weekendDeltaShiftPer100kOi":0,"ivSurfaceRangePp":2.1,"gammaFlipDistancePct":null,"maxPainDistancePct":-18.011108,"peakCallDistancePct":null,"peakPutDistancePct":0.502513},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/UST.json?date=2026-10-02","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}